extrunc: Expected value of a truncated random variable

Description Usage Arguments Details Value Author(s) References See Also Examples

Description

This function computes the expected value of a truncated random variable using numerical integration.

Usage

1
extrunc(spec, a = -Inf, b = Inf, ...)

Arguments

spec

a character value that specifies the underlying probability distribution

a

a numeric value for the lower bound of the random variable

b

a numeric value for the upper bound of the random variable

...

other arguments are are passed to the corresponding quantile function

Details

Numerical integration of the truncated density function is performed to compute the expected value.

Value

A numerical value for the expectation.

Author(s)

Frederick Novomestky [email protected]

Saralees Nadarajah [email protected]

References

Nadarajah, S. and S. Kotz, 2006. R Programs for Computing Truncated Distributions, Journal of Statistical Software, 16, August 2006, http://www.jstatsoft.org/v16/c02

See Also

dtrunc

Examples

1
mu <- extrunc( spec="norm",a=1, b=2 )

Example output

Loading required package: stats4
Loading required package: evd

truncdist documentation built on May 2, 2019, 9:41 a.m.